CME Canadian Dollar Future December 2012

Trading Metrics calculated at close of trading on 09-Mar-2012

Day Change Summary
	Previous	Current
	08-Mar-2012	09-Mar-2012	Change	Change %	Previous Week
Open	0.9957	1.0042	0.0085	0.9%	1.0025
High	1.0035	1.0047	0.0012	0.1%	1.0047
Low	0.9957	1.0034	0.0077	0.8%	0.9910
Close	1.0035	1.0034	-0.0001	0.0%	1.0034
Range	0.0078	0.0013	-0.0065	-83.3%	0.0137
ATR	0.0050	0.0047	-0.0003	-5.3%	0.0000
Volume	60	32	-28	-46.7%	594

Daily Pivots for day following 09-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.0077	1.0069	1.0041
R3	1.0064	1.0056	1.0038
R2	1.0051	1.0051	1.0036
R1	1.0043	1.0043	1.0035	1.0041
PP	1.0038	1.0038	1.0038	1.0037
S1	1.0030	1.0030	1.0033	1.0028
S2	1.0025	1.0025	1.0032
S3	1.0012	1.0017	1.0030
S4	0.9999	1.0004	1.0027

Weekly Pivots for week ending 09-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.0408	1.0358	1.0109
R3	1.0271	1.0221	1.0072
R2	1.0134	1.0134	1.0059
R1	1.0084	1.0084	1.0047	1.0109
PP	0.9997	0.9997	0.9997	1.0010
S1	0.9947	0.9947	1.0021	0.9972
S2	0.9860	0.9860	1.0009
S3	0.9723	0.9810	0.9996
S4	0.9586	0.9673	0.9959

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.0047	0.9910	0.0137	1.4%	0.0034	0.3%	91%	True	False	118
10	1.0086	0.9900	0.0186	1.9%	0.0036	0.4%	72%	False	False	287
20	1.0086	0.9900	0.0186	1.9%	0.0033	0.3%	72%	False	False	178

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	True
Stretch	0.0004
Narrowest range in 19 trading days

Fibonacci Retracements and Extensions
4.250	1.0102
2.618	1.0081
1.618	1.0068
1.000	1.0060
0.618	1.0055
HIGH	1.0047
0.618	1.0042
0.500	1.0041
0.382	1.0039
LOW	1.0034
0.618	1.0026
1.000	1.0021
1.618	1.0013
2.618	1.0000
4.250	0.9979

Fisher Pivots for day following 09-Mar-2012
Pivot	1 day	3 day
R1	1.0041	1.0020
PP	1.0038	1.0005
S1	1.0036	0.9991

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

View Archives - Comment on this page... - Back to Index of Symbols